Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Sept. 30, 2023Volatility (ann.)
19.20%
Sharpe
-0.13
Sortino
-0.19
Max drawdown
-25.93%
Best month
16.50%
Worst month
-11.82%
Beta vs VTIAX
0.63
Correlation
0.58
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.